On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals

On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals

Understanding the details of the correlation between time series is an essential step on the route to assessing the causal relation between systems. Traditional statistical indicators, such as the Pearson correlation coefficient and the mutual information, have some significant limitations. More rec...

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Bibliographic Details
Main Authors: Andrea Murari, Michele Lungaroni, Emmanuele Peluso, Pasquale Gaudio, Ernesto Lerche, Luca Garzotti, Michela Gelfusa, JET Contributors
Format: Article
Language:English
Published: MDPI AG 2018-08-01
Series:Entropy
Subjects:
transfer entropy
mutual information
Pearson correlation coefficient
time series
causality detection
sawteeth
pacing
ELMs
pellets
Online Access:http://www.mdpi.com/1099-4300/20/9/627

Internet

http://www.mdpi.com/1099-4300/20/9/627

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